STRATEGY VWAP MOMENTUM

20251205 (Friday, DoW=5)

TP: 125.0 pts  |  SL: 75.0 pts  |  Hours: 00:00:00 - 22:59:59

GENERAL

Total Trades: 6

Periodo: 2025-12-05 14:35:00 - 2025-12-05 22:12:00

Exposure Days: 1

Trades per Day: 6.00

Avg Duration: 56.33 min

Median Duration: 40.50 min

PERFORMANCE

Total Profit: $-6,845.00

Avg Profit: $-1,140.83

Median Profit: $-1,500.00

Std Profit: $599.42

Profit Factor: 0.00

WIN/LOSS

Win Rate: 0.0%

Winners / Losers: 0 / 6 (Ratio: N/A)

Gross Profit: $0.00

Gross Loss: $-6,845.00

Avg Winner: $0.00

Avg Loser: $-1,140.83

Avg Winner / Avg Loser: (Ratio: 1:0.00)

Largest Winner: $-70.00

Largest Loser: $-1,500.00

RISK METRICS

Max Drawdown: $-5,345.00

Sharpe Ratio: -1.90

Sortino Ratio: -1.90

Ulcer Index: 244.88

EXIT REASONS

TARGET exits: 0 (0.0%)

STOP exits: 4 (66.7%)

EOD exits: 0 (0.0%)

LONG ENTRIES (BUY)

Total LONG: 3

Win Rate: 0.0%

Winners / Losers: 0 / 0 (Ratio: N/A)

Total P&L: $-3,070.00

Avg P&L: $-1,023.33

SHORT ENTRIES (SELL)

Total SHORT: 3

Win Rate: 0.0%

Winners / Losers: 0 / 0 (Ratio: N/A)

Total P&L: $-3,775.00

Avg P&L: $-1,258.33

CUMULATIVE P&L